Combined Backtest — 14 strategies
Generated 2026-05-29T17:11:40 · 15165 trades
GBPJPY.iXAUUSD
Spread 0.0
Comm/Lot 0.0
Swap off
Capital $20000
Risk overlay ON
Risk management active
Average lot size: 0.105
Avg DD lot scale: 0.937
Blocked trades: 0
Floor factor: ×0.1
DD-guard lot scaling — factor by drawdown depth:
DD ≥ 5.0% → lot ×0.8
DD ≥ 10.0% → lot ×0.6
DD ≥ 15.0% → lot ×0.4
DD ≥ 20.0% → lot ×0.25
Cumulative P/L Chart
Summary Statistics
Equity
224965.72
AVG Profit
94.84
AVG Loss
-40.54
MAX Profit
3119.1
MAX Loss
-500.0
Win-Loss Ratio
6202:8959
Winning Probability (%)
40.91
Max Drawdown
3153.2
Total Trades
15161
Top Drawdowns
| Current DD Seq | DD 1 | DD 2 | DD 3 | DD 4 | DD 5 | DD 6 | DD 7 | DD 8 | DD 9 | DD 10 |
|---|---|---|---|---|---|---|---|---|---|---|
Current 698 |
Index 572 | Index 692 | Index 386 | Index 156 | Index 486 | Index 684 | Index 418 | Index 519 | Index 608 | Index 129 |
Current DD 1201.92 2026-05-29 |
Max DD 3153.20 2025-04-09 | Max DD 2961.02 2026-05-05 | Max DD 2615.02 2023-10-06 | Max DD 2597.00 2020-10-30 | Max DD 2505.56 2024-07-26 | Max DD 2471.32 2026-04-10 | Max DD 2386.28 2023-12-11 | Max DD 2339.12 2024-11-11 | Max DD 2203.78 2025-08-22 | Max DD 2150.96 2020-05-13 |
Monthly Heatmap
Yearwise Net PnL & Max DD Base: $20000
| Year | Net PnL | % | Max DD | % | Calmar |
|---|---|---|---|---|---|
| 2019 | 19526.55 | 97.63% | 1466.29 | 7.33% | 13.32 |
| 2020 | 21842.65 | 109.21% | 2597.0 | 12.98% | 8.41 |
| 2021 | 13433.99 | 67.17% | 1840.9 | 9.2% | 7.3 |
| 2022 | 27152.81 | 135.76% | 2140.38 | 10.7% | 12.69 |
| 2023 | 30765.21 | 153.83% | 2615.02 | 13.08% | 11.76 |
| 2024 | 36122.63 | 180.61% | 2505.56 | 12.53% | 14.42 |
| 2025 | 53923.16 | 269.62% | 3153.2 | 15.77% | 17.1 |
| 2026 | 22198.72 | 110.99% | 2961.02 | 14.81% | 7.5 |
Monthly PnL / Max DD / Max PnL
Correlation Matrix
Trade Log
| # | #PK | Execution | Symbol | Volume | Side | Sl | Tp | Entry Price | Exit Price | Exit By | Entry Time | Exit Time | P/L | Cumulative |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | #259377 | Exit | GBPJPY.i | 0.06 | BUY | 210.71299743652344 | 220.71299743652344 | 215.71299743652344 | 215.7100067138672 | Signal | 2026-04-29 06:26:00 | 2026-04-29 07:26:00 | -0.1127 | 220459.604 |
| 2 | #259377 | Exit | GBPJPY.i | 0.06 | BUY | 210.77999877929688 | 220.77999877929688 | 215.77999877929688 | 215.77499389648438 | Signal | 2026-04-29 01:46:00 | 2026-04-29 01:59:00 | -0.1885 | 220459.717 |
| 3 | #259377 | Exit | GBPJPY.i | 0.06 | BUY | 210.76199340820312 | 220.76199340820312 | 215.76199340820312 | 215.76300048828125 | Signal | 2026-04-29 01:32:00 | 2026-04-29 01:44:00 | 0.0379 | 220459.905 |
| 4 | #250356 | Exit | GBPJPY.i | 0.06 | BUY | 213.447998046875 | None | 215.447998046875 | 215.64700317382812 | Signal | 2026-04-28 06:18:00 | 2026-04-29 00:14:00 | 7.4966 | 220459.867 |
| 5 | #259377 | Exit | GBPJPY.i | 0.06 | BUY | 210.7899932861328 | 220.7899932861328 | 215.7899932861328 | 215.80599975585938 | Signal | 2026-04-28 23:40:00 | 2026-04-28 23:41:00 | 0.6029 | 220452.371 |
| 6 | #259377 | Exit | GBPJPY.i | 0.06 | BUY | 210.76499938964844 | 220.76499938964844 | 215.76499938964844 | 215.79800415039062 | Signal | 2026-04-28 01:52:00 | 2026-04-28 23:31:00 | 1.2433 | 220451.768 |
| 7 | #345997 | Exit | GBPJPY.i | 0.06 | BUY | 212.18499755859375 | None | 215.18499755859375 | 215.22799682617188 | Signal | 2026-04-24 14:48:00 | 2026-04-28 06:38:00 | 1.6198 | 220450.525 |
| 8 | #363231 | Exit | GBPJPY.i | 0.18 | BUY | 214.44700622558594 | None | 215.44700622558594 | 215.447998046875 | Signal | 2026-04-27 00:36:00 | 2026-04-28 06:18:00 | 0.1121 | 220448.905 |
| 9 | #250356 | Exit | GBPJPY.i | 0.06 | BUY | 213.38499450683594 | None | 215.38499450683594 | 215.39199829101562 | Signal | 2026-04-27 00:16:00 | 2026-04-28 06:15:00 | 0.2638 | 220448.793 |
| 10 | #161748 | Exit | XAUUSD | 0.06 | BUY | 4646.60986328125 | None | 4674.60986328125 | 4668.330078125 | Signal | 2026-04-27 18:24:00 | 2026-04-28 05:03:00 | -37.6787 | 220448.529 |
| 11 | #259377 | Exit | GBPJPY.i | 0.06 | BUY | 210.73599243164062 | 220.73599243164062 | 215.73599243164062 | 215.78199768066406 | Signal | 2026-04-27 23:17:00 | 2026-04-28 01:48:00 | 1.733 | 220486.208 |
| 12 | #259377 | Exit | GBPJPY.i | 0.06 | BUY | 210.73399353027344 | 220.73399353027344 | 215.73399353027344 | 215.72500610351562 | Signal | 2026-04-27 21:41:00 | 2026-04-27 23:12:00 | -0.3386 | 220484.475 |
| 13 | #259377 | Exit | GBPJPY.i | 0.06 | BUY | 210.7030029296875 | 220.7030029296875 | 215.7030029296875 | 215.7480010986328 | Signal | 2026-04-27 08:56:00 | 2026-04-27 21:38:00 | 1.6951 | 220484.813 |
| 14 | #159678 | Exit | XAUUSD | 0.06 | BUY | 4677.85009765625 | None | 4712.85009765625 | 4706.3701171875 | Signal | 2026-04-27 08:47:00 | 2026-04-27 12:02:00 | -38.8799 | 220483.118 |
| 15 | #159678 | Exit | XAUUSD | 0.06 | BUY | 4670.7900390625 | None | 4705.7900390625 | 4709.9501953125 | Signal | 2026-04-24 23:19:00 | 2026-04-27 08:42:00 | 24.961 | 220521.998 |
| 16 | #259377 | Exit | GBPJPY.i | 0.06 | BUY | 210.6219940185547 | 220.6219940185547 | 215.6219940185547 | 215.6060028076172 | Signal | 2026-04-27 05:38:00 | 2026-04-27 08:13:00 | -0.6024 | 220497.037 |
| 17 | #259377 | Exit | GBPJPY.i | 0.06 | BUY | 210.6280059814453 | 220.6280059814453 | 215.6280059814453 | 215.63099670410156 | Signal | 2026-04-27 02:45:00 | 2026-04-27 05:37:00 | 0.1127 | 220497.639 |
| 18 | #259377 | Exit | GBPJPY.i | 0.06 | BUY | 210.68499755859375 | 220.68499755859375 | 215.68499755859375 | 215.6439971923828 | Signal | 2026-04-24 22:50:00 | 2026-04-27 02:37:00 | -1.5445 | 220497.527 |
| 19 | #363231 | Exit | GBPJPY.i | 0.24 | BUY | 213.7830047607422 | None | 214.7830047607422 | 215.38499450683594 | Signal | 2026-04-21 00:21:00 | 2026-04-27 00:15:00 | 90.7083 | 220499.071 |
| 20 | #250356 | Exit | GBPJPY.i | 0.08 | BUY | 213.13800048828125 | None | 215.13800048828125 | 215.45899963378906 | Signal | 2026-04-22 00:16:00 | 2026-04-27 00:12:00 | 16.1228 | 220408.363 |
| 21 | #159678 | Exit | XAUUSD | 0.06 | BUY | 4663.10986328125 | None | 4698.10986328125 | 4706.97021484375 | Signal | 2026-04-24 15:58:00 | 2026-04-24 23:14:00 | 53.1621 | 220392.24 |
| 22 | #159901 | Exit | XAUUSD | 0.06 | BUY | 4673.4501953125 | None | 4693.4501953125 | 4707.18017578125 | Signal | 2026-04-24 15:55:00 | 2026-04-24 23:12:00 | 82.3799 | 220339.078 |
| 23 | #259377 | Exit | GBPJPY.i | 0.06 | BUY | 210.1219940185547 | 220.1219940185547 | 215.1219940185547 | 215.6439971923828 | Signal | 2026-04-24 08:57:00 | 2026-04-24 21:50:00 | 19.664 | 220256.698 |
| 24 | #259377 | Exit | GBPJPY.i | 0.06 | BUY | 210.18600463867188 | 220.18600463867188 | 215.18600463867188 | 215.125 | Signal | 2026-04-24 04:32:00 | 2026-04-24 08:52:00 | -2.2981 | 220237.034 |
| 25 | #259377 | Exit | GBPJPY.i | 0.06 | BUY | 210.05799865722656 | 220.05799865722656 | 215.05799865722656 | 215.20399475097656 | Signal | 2026-04-23 22:51:00 | 2026-04-24 04:31:00 | 5.4997 | 220239.332 |
| 26 | #259377 | Exit | GBPJPY.i | 0.06 | BUY | 210.072998046875 | 220.072998046875 | 215.072998046875 | 215.0780029296875 | Signal | 2026-04-23 22:49:00 | 2026-04-23 22:50:00 | 0.1885 | 220233.832 |
| 27 | #159901 | Exit | XAUUSD | 0.06 | BUY | 4679.97021484375 | None | 4699.97021484375 | 4679.97021484375 | SL | 2026-04-23 07:48:00 | 2026-04-23 20:44:00 | -120.0 | 220233.644 |
| 28 | #345997 | Exit | GBPJPY.i | 0.06 | BUY | 211.98399353027344 | None | 214.98399353027344 | 215.13400268554688 | Signal | 2026-04-22 15:32:00 | 2026-04-23 18:58:00 | 5.6509 | 220353.644 |
| 29 | #299221 | Exit | GBPJPY.i | 0.06 | BUY | 213.98699951171875 | None | 214.98699951171875 | 215.15699768066406 | Signal | 2026-04-22 15:45:00 | 2026-04-23 16:03:00 | 6.4039 | 220347.993 |
| 30 | #160412 | Exit | XAUUSD | 0.06 | SELL | 4725.56005859375 | None | 4705.56005859375 | 4725.56005859375 | SL | 2026-04-23 07:24:00 | 2026-04-23 15:01:00 | -120.0 | 220341.589 |
| 31 | #371150 | Exit | GBPJPY.i | 0.06 | BUY | 212.39300537109375 | None | 215.39300537109375 | 215.406005859375 | Signal | 2026-04-22 13:10:00 | 2026-04-23 14:04:00 | 0.4897 | 220461.589 |
| 32 | #161748 | Exit | XAUUSD | 0.06 | BUY | 4707.169921875 | None | 4735.169921875 | 4707.169921875 | SL | 2026-04-22 17:54:00 | 2026-04-23 03:14:00 | -168.0 | 220461.099 |
| 33 | #159678 | Exit | XAUUSD | 0.08 | BUY | 4718.56005859375 | None | 4753.56005859375 | 4718.56005859375 | SL | 2026-04-22 08:07:00 | 2026-04-23 03:10:00 | -280.0 | 220629.099 |
| 34 | #259377 | Exit | GBPJPY.i | 0.06 | BUY | 210.38800048828125 | 220.38800048828125 | 215.38800048828125 | 215.3209991455078 | Signal | 2026-04-22 22:26:00 | 2026-04-23 01:39:00 | -2.524 | 220909.099 |
| 35 | #259377 | Exit | GBPJPY.i | 0.08 | BUY | 210.27200317382812 | 220.27200317382812 | 215.27200317382812 | 215.4040069580078 | Signal | 2026-04-22 02:05:00 | 2026-04-22 22:24:00 | 6.6302 | 220911.623 |
| 36 | #345997 | Exit | GBPJPY.i | 0.1 | BUY | 211.19400024414062 | None | 214.19400024414062 | 215.2239990234375 | Signal | 2026-04-17 18:12:00 | 2026-04-22 14:08:00 | 64.6671 | 220904.993 |
| 37 | #259377 | Exit | GBPJPY.i | 0.08 | BUY | 209.8820037841797 | 219.8820037841797 | 214.8820037841797 | 215.24000549316406 | Signal | 2026-04-21 06:53:00 | 2026-04-22 02:04:00 | 17.9814 | 220840.326 |
| 38 | #250356 | Exit | GBPJPY.i | 0.08 | BUY | 212.79400634765625 | None | 214.79400634765625 | 214.98699951171875 | Signal | 2026-04-21 00:18:00 | 2026-04-22 00:15:00 | 9.6934 | 220822.345 |
| 39 | #159218 | Exit | XAUUSD | 0.08 | BUY | 4690.89013671875 | None | 4720.89013671875 | 4690.89013671875 | SL | 2026-04-21 19:31:00 | 2026-04-21 22:42:00 | -240.0 | 220812.651 |
| 40 | #161748 | Exit | XAUUSD | 0.08 | BUY | 4743.93994140625 | None | 4771.93994140625 | 4765.10009765625 | Signal | 2026-04-21 16:28:00 | 2026-04-21 17:38:00 | -54.7187 | 221052.651 |
| 41 | #159678 | Exit | XAUUSD | 0.08 | BUY | 4780.2099609375 | None | 4815.2099609375 | 4780.2099609375 | SL | 2026-04-20 17:16:00 | 2026-04-21 09:01:00 | -280.0 | 221107.37 |
| 42 | #259377 | Exit | GBPJPY.i | 0.08 | BUY | 209.99899291992188 | 219.99899291992188 | 214.99899291992188 | 214.8719940185547 | Signal | 2026-04-21 05:21:00 | 2026-04-21 06:49:00 | -6.3788 | 221387.37 |
| 43 | #259377 | Exit | GBPJPY.i | 0.08 | BUY | 209.98599243164062 | 219.98599243164062 | 214.98599243164062 | 215.00599670410156 | Signal | 2026-04-21 04:48:00 | 2026-04-21 05:20:00 | 1.0047 | 221393.749 |
| 44 | #259377 | Exit | GBPJPY.i | 0.08 | BUY | 209.91099548339844 | 219.91099548339844 | 214.91099548339844 | 214.91099548339844 | Signal | 2026-04-21 01:22:00 | 2026-04-21 01:29:00 | 0.0 | 221392.744 |
| 45 | #259377 | Exit | GBPJPY.i | 0.08 | BUY | 209.8800048828125 | 219.8800048828125 | 214.8800048828125 | 214.906005859375 | Signal | 2026-04-20 21:21:00 | 2026-04-21 01:19:00 | 1.3059 | 221392.744 |
| 46 | #363231 | Exit | GBPJPY.i | 0.24 | BUY | 213.1439971923828 | None | 214.1439971923828 | 214.79400634765625 | Signal | 2026-04-20 00:24:00 | 2026-04-21 00:18:00 | 97.9439 | 221391.438 |
| 47 | #250356 | Exit | GBPJPY.i | 0.08 | BUY | 212.1300048828125 | None | 214.1300048828125 | 214.68600463867188 | Signal | 2026-04-20 00:17:00 | 2026-04-21 00:11:00 | 27.9262 | 221293.494 |
| 48 | #160412 | Exit | XAUUSD | 0.08 | SELL | 4828.35009765625 | None | 4808.35009765625 | 4814.43994140625 | Signal | 2026-04-20 20:48:00 | 2026-04-20 21:45:00 | -48.7187 | 221265.568 |
| 49 | #259377 | Exit | GBPJPY.i | 0.08 | BUY | 209.822998046875 | 219.822998046875 | 214.822998046875 | 214.85699462890625 | Signal | 2026-04-20 20:28:00 | 2026-04-20 21:20:00 | 1.7075 | 221314.287 |
| 50 | #159218 | Exit | XAUUSD | 0.08 | BUY | 4745.22021484375 | None | 4775.22021484375 | 4745.22021484375 | SL | 2026-04-20 02:18:00 | 2026-04-20 02:46:00 | -240.0 | 221312.579 |